Know Your PMS · Monthly tearsheet
Wright Alpha Fund
Month-end SEBI-filed returns only. No daily or weekly views. Stated benchmarks appear as labels; relative metrics show when present on the strategy payload.
As of Aug_202636 months filedBM: BenchmarkBM: S and P BSE 500 Total Return IndexBM: BSE500TRI
CAGR
5.94%
Total return
18.89%
Max drawdown
-44.26%
Sharpe
0.36
Sortino
0.25
Calmar
0.13
Win months
52.78%
Best / worst month
15.2% / -20.3%
Monthly returns
Calendar heatmap · filed months only
Strategy Monthly Returns Data table
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -2.63% | -1.23% | -9.16% | 11.52% | 3.02% | 1.63% | -5.04% | 10.50% | – | – | – | – | 7.04% |
2025 | -20.33% | -7.84% | -2.76% | 0.68% | 1.79% | 2.81% | -5.24% | -2.60% | -5.04% | 6.48% | -1.12% | -0.14% | -30.68% |
2024 | 15.17% | -9.92% | -3.31% | 5.49% | 4.26% | 6.24% | 0.70% | 9.33% | 6.04% | -3.20% | -3.75% | -1.22% | 25.94% |
2023 | – | – | – | – | – | – | – | – | 2.87% | 3.15% | 15.19% | 4.10% | 27.24% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 44.26% | 23 mo · open |
| Feb_2024 | Mar_2024 | Jun_2024 | 12.90% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
6 mo
Ann. volatility
24.44%
Downside deviation
23.71%